Computer Program Detail Page

Stock Market Causal High Pass Filter Model

written by
Matthew Mohorn

One application of econophysics is the use of high pass filters to analyze stock market data. To determine how fast the market is moving, the Stock Market Causal High Pass Filter Model uses a technique known as causal high pass filters to estimate market velocity and acceleration. Different order indicators are presented in this model, and the user can study the sensitivity and accuracy of the various indicators.

Please note that this resource requires
at least version 1.6 of
Java (JRE).

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